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~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Derivat"
~subject:"Derivative"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Conference paper"
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Derivat
Derivative
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329
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329
Estimation theory
101
Schätztheorie
101
Time series analysis
90
Zeitreihenanalyse
90
Hedging
82
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51
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46
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Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Benth, Fred Espen
28
Jarrow, Robert A.
23
Hull, John
20
Kit, Pong Wong
20
Fabozzi, Frank J.
18
Irwin, Scott H.
18
García, Philip
16
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16
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15
Carr, Peter
15
Subrahmanyam, Marti G.
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Wang, Xingchun
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White, Alan
15
Whaley, Robert E.
14
Brooks, Robert
13
Frino, Alex
13
Gouriéroux, Christian
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Fung, Hung-gay
12
Escobar, Marcos
11
Faff, Robert W.
11
Moser, James T.
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10
Boyle, Phelim P.
10
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10
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10
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10
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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The journal of futures markets
21
International review of economics & finance : IREF
4
Journal of economics and finance
3
Review of quantitative finance and accounting
3
Applied financial economics
2
Advances in investment analysis and portfolio management : a research annual
1
Economics letters
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1
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Review of Pacific Basin financial markets and policies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
48
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31
Some recent developments in futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 357-396
Persistent link: https://www.econbiz.de/10001686261
Saved in:
32
Corporate income tax and futures hedging
Lien, Da-hsiang Donald
;
Metz, Michael
- In:
Journal of economics and finance
25
(
2001
)
3
,
pp. 308-315
Persistent link: https://www.econbiz.de/10001662851
Saved in:
33
Hedging multiperiod forward commitments : the case of period-by-quantity uncertainty
Lien, Da-hsiang Donald
;
Shaffer, David R.
- In:
Review of quantitative finance and accounting
16
(
2001
)
2
,
pp. 171-181
Persistent link: https://www.econbiz.de/10001748022
Saved in:
34
A note on loss aversion and futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
21
(
2001
)
7
,
pp. 681-692
Persistent link: https://www.econbiz.de/10001588273
Saved in:
35
Derivative trading by utility firms
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
24
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001507197
Saved in:
36
Hedging downside risk under asymmetric taxation
Lien, Da-hsiang Donald
;
Metz, Michael
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 361-374
Persistent link: https://www.econbiz.de/10001485229
Saved in:
37
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
38
A note on the length effect of futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Advances in investment analysis and portfolio …
7
(
2000
),
pp. 131-143
Persistent link: https://www.econbiz.de/10001542589
Saved in:
39
Production and hedging under Knightian uncertainty
Lien, Da-hsiang Donald
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 397-404
Persistent link: https://www.econbiz.de/10001485236
Saved in:
40
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
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